+661.5%
STM vs EIX
+17.2%
+644.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +5.8% | -19.1% | +24.9% | +11.5% |
| 30D | -1.0% | -16.9% | +15.9% | +3.1% |
| 3M | -33.3% | -20.0% | -13.3% | -29.9% |
| 6M | +57.4% | -21.3% | +78.7% | +66.1% |
| YTD | +102.2% | -1.7% | +103.9% | +96.1% |
| 1Y | +99.6% | +9.6% | +90.0% | +85.3% |
| 3Y | +14.5% | -3.7% | +18.2% | +9.0% |
| 5Y | +21.4% | +22.6% | -1.2% | +4.7% |
| All | +661.5% | +17.2% | +644.3% | +523.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling